clean up continuous indexing code in BGPFA

rmcminds / stan_models

collection of models written in Stan, with data wrangling code to run the models on real data

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clean up continuous indexing code in BGPFA #34

Closed rmcminds closed 3 years ago

rmcminds commented 3 years ago

In order to reduce the size of inverted matrices in BGFA, I implemented some complicated indexing that selects sub-model matrices that are independent of the rest, and processes their likelihood separately. The code to do this is a nightmare both in transformed data{} and model{} but made a huge speed difference. Think about ways to simplify!

rmcminds commented 3 years ago

version with latent residual effects made this irrelevant